Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 30619.66 Day 41 No 674.58 7-30 Days L-2 29898.84 No T+1 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13584.60 Day 41 Yes 460.90 <7 Days L-3 14685.74 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20968.75 Day 41 No 991.78 31-90 Days L-4 19841.28 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22944.61 Day 41 Yes 525.86 7-30 Days L-5 24710.53 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13726.38 Day 41 Yes 101.48 7-30 Days L-6 14293.62 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41439.30 Day 41 No 1259.17 7-30 Days L-7 38587.77 No T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3347.92 Day 41 No 119.41 7-30 Days L-8 3226.12 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17849.81 Day 41 No 360.98 <7 Days L-9 16483.65 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13486.30 Day 41 No 396.04 7-30 Days LC-1 12287.54 Yes T+1 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18755.96 Day 41 No 809.31 31-90 Days LC-2 20597.02 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 2034.78 Day 41 Yes 44.95 31-90 Days N-1 1915.89 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18731.50 Day 41 No 44.13 <7 Days N-2 17924.38 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42901.84 Day 41 Yes 1114.70 31-90 Days N-3 40604.41 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 43742.93 Day 41 Yes 432.03 <7 Days N-4 46414.17 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17795.20 Day 41 Yes 568.05 7-30 Days N-5 16503.84 Yes T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 8285.84 Day 41 Yes 310.03 7-30 Days N-6 8665.50 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 40249.19 Day 41 No 1322.01 7-30 Days N-7 38450.24 No T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16256.62 Day 41 Yes 13.21 <7 Days P-1 16539.68 Yes T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42465.35 Day 41 Yes 332.53 <7 Days P-2 44304.64 Yes T+2 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3014.92 Day 41 Yes 130.58 <7 Days S-8 3091.26 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 2554.14 Day 41 No 50.85 <7 Days Y-1 2313.42 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42351.76 Day 41 Yes 68.63 <7 Days Y-2 41468.11 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10471.00 Day 41 Yes 505.24 31-90 Days Y-3 9887.95 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35459.03 Day 41 No 1400.66 <7 Days Y-4 36014.30 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 22504.89 Day 41 Yes 271.40 <7 Days Z-1 20564.38 Yes T+2 No No Treasury